Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
DOI10.1007/s11071-019-04974-yzbMath1431.62660OpenAlexW2943143827WikidataQ125289520 ScholiaQ125289520MaRDI QIDQ127928
Josué M. Polanco-Martínez, Josué M. Polanco-Martínez
Publication date: 6 May 2019
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10810/47397
financial time serieseconophysicswavelet coherencenonlinear causalityrolling window Spearman correlation
Applications of statistics to economics (62P20) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Economic time series analysis (91B84) Dynamical systems in optimization and economics (37N40)
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